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EXX7.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX7.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXX7.DE achieves a 31.92% return, which is significantly higher than QDVE.DE's 24.06% return. Over the past 10 years, EXX7.DE has underperformed QDVE.DE with an annualized return of 11.53%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.


EXX7.DE

1D
-1.45%
1M
10.44%
YTD
31.92%
6M
29.93%
1Y
58.94%
3Y*
20.28%
5Y*
11.91%
10Y*
11.53%

QDVE.DE

1D
-2.26%
1M
13.91%
YTD
24.06%
6M
23.05%
1Y
49.27%
3Y*
30.81%
5Y*
25.33%
10Y*
26.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX7.DE vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
31.92%15.64%13.98%17.46%-15.88%3.04%13.62%24.16%-5.34%10.10%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
24.06%9.99%46.12%54.14%-25.83%46.77%29.69%53.86%3.04%21.00%

Correlation

The correlation between EXX7.DE and QDVE.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.62

The correlation between EXX7.DE and QDVE.DE has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.

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Return for Risk

EXX7.DE vs. QDVE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXX7.DE
EXX7.DE Risk / Return Rank: 7878
Overall Rank
EXX7.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EXX7.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
EXX7.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EXX7.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EXX7.DE Martin Ratio Rank: 7474
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 6565
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXX7.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EXX7.DEQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

4.52

3.14

+1.38

Martin ratioReturn relative to average drawdown

13.72

8.31

+5.40

EXX7.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current EXX7.DE Sharpe Ratio is 2.50, which is comparable to the QDVE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of EXX7.DE and QDVE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXX7.DEQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.40

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

1.10

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

1.19

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.07

-0.68

Drawdowns

EXX7.DE vs. QDVE.DE - Drawdown Comparison

The maximum EXX7.DE drawdown since its inception was -50.57%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for EXX7.DE and QDVE.DE.


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Drawdown Indicators


EXX7.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.57%

-31.45%

-19.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-15.59%

+2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-29.83%

+9.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-29.83%

+8.43%

Max Drawdown (10Y)

Largest decline over 10 years

-29.83%

-31.45%

+1.62%

Current Drawdown

Current decline from peak

-1.45%

-3.08%

+1.63%

Average Drawdown

Average peak-to-trough decline

-12.03%

-5.80%

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

5.91%

-1.63%

Volatility

EXX7.DE vs. QDVE.DE - Volatility Comparison

The current volatility for iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) is 6.61%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EXX7.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXX7.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

7.12%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

18.46%

14.85%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

23.46%

20.42%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

22.71%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

21.73%

-4.01%

EXX7.DE vs. QDVE.DE - Expense Ratio Comparison

EXX7.DE has a 0.51% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.


Dividends

EXX7.DE vs. QDVE.DE - Dividend Comparison

EXX7.DE's dividend yield for the trailing twelve months is around 0.77%, while QDVE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
0.77%0.92%0.94%1.17%1.31%0.81%1.00%1.21%0.74%1.19%1.35%1.29%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXX7.DE and QDVE.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.51% for EXX7.DE.

EXX7.DE is categorized as Japan Equities, while QDVE.DE is Technology Equities. EXX7.DE tracks Nikkei 225®, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.51% for EXX7.DE and 0.15% for QDVE.DE.

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